+2,894.9%
DXCM vs IAG
+295.3%
+2,599.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.9% |
| 7D | -3.2% | -0.5% | -2.7% | -3.2% |
| 30D | +6.3% | +28.9% | -22.5% | +4.4% |
| 3M | +21.1% | +19.1% | +2.0% | +19.1% |
| 6M | +20.6% | -10.3% | +30.8% | +20.6% |
| YTD | +32.4% | +24.2% | +8.2% | +29.2% |
| 1Y | +8.8% | +116.5% | -107.6% | +1.7% |
| 3Y | -13.7% | +742.8% | -756.5% | -28.3% |
| 5Y | -35.2% | +753.3% | -788.5% | -47.5% |
| 10Y | +281.8% | +403.2% | -121.4% | +201.0% |
| All | +2,894.9% | +295.3% | +2,599.6% | +2,069.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling